Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452): Difference between revisions

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Latest revision as of 15:00, 16 July 2024

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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
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    Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (English)
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    12 September 2018
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    dynamic least squares regression
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    serial correlation
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    conditional heteroscedasticity
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    maximum overlap discrete wavelet transformation
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